Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,184 EUR | 514,184 EUR | 100.00% | 100.00% |
12/07/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,477 EUR | 512,477 EUR | 100.00% | 100.00% |
11/07/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,010 EUR | 514,010 EUR | 100.00% | 100.00% |
10/07/2024 | 0.78% | 102.10 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,046 EUR | 514,046 EUR | 100.00% | 100.00% |
09/07/2024 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,712 EUR | 516,712 EUR | 99.59% | 99.59% |
08/07/2024 | 0.77% | 102.90 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,565 EUR | 519,565 EUR | 100.00% | 100.00% |
05/07/2024 | 0.77% | 102.50 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,295 EUR | 520,295 EUR | 100.00% | 100.00% |
04/07/2024 | 0.77% | 103.80 % | 104.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,166 EUR | 523,166 EUR | 99.45% | 99.45% |
03/07/2024 | 0.77% | 103.80 % | 104.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,288 EUR | 522,288 EUR | 100.00% | 100.00% |
02/07/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,672 EUR | 517,672 EUR | 100.00% | 100.00% |